Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
TCF
TCF Financial Corporation Common Stock
TCF
|
+$182M |
| 2 |
Walt Disney
DIS
|
+$178M |
| 3 |
L3Harris
LHX
|
+$164M |
| 4 |
Johnson & Johnson
JNJ
|
+$152M |
| 5 |
Meta Platforms (Facebook)
META
|
+$140M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
LLL
L3 Technologies, Inc.
LLL
|
+$228M |
| 2 |
FNSR
Finisar Corp
FNSR
|
+$226M |
| 3 |
APC
Anadarko Petroleum
APC
|
+$211M |
| 4 |
TCF
TCF Financial Corporation
TCF
|
+$210M |
| 5 |
LEXEA
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
|
+$160M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.92% |
| 2 | Industrials | 13.56% |
| 3 | Technology | 13.5% |
| 4 | Consumer Discretionary | 10.59% |
| 5 | Healthcare | 9.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2126
Vicor
VICR
$9.56B
| $16.2M | 0.01% |
547,474
+13,812
| +3% | +$426K |
|
2127
Equinor
EQNR
$97.7B
| $16.1M | 0.01% |
851,800
-1,668
| -0.2% | -$30.7K |
|
2128
Upland Software
UPLD
$12.8M
| $16.1M | 0.01% |
46,071
+1,262
| +3% | +$524K |
|
|
OLBK
2129
DELISTED
Old Line Bancshares, Inc.
OLBK
| $16.1M | 0.01% |
553,573
+1,844
| +0.3% | +$50.3K |
|
2130
Virtu Financial
VIRT
$5.11B
| $16.1M | 0.01% |
981,066
+181,238
| +23% | +$3.63M |
|
|
ZIXI
2131
DELISTED
Zix Corporation
ZIXI
| $16M | 0.01% |
2,215,639
-321,513
| -13% | -$2.68M |
|
2132
Allient
ALNT
$1.49B
| $16M | 0.01% |
680,126
-3,810
| -0.6% | -$92.8K |
|
2133
Bar Harbor Bankshares
BHB
$665M
| $16M | 0.01% |
641,993
+13,436
| +2% | +$321K |
|
2134
WillScot Mobile Mini Holdings
WSC
$4.39B
| $16M | 0.01% |
1,025,531
+175,808
| +21% | +$2.63M |
|
|
BFIN
2135
DELISTED
BankFinancial
BFIN
| $15.9M | 0.01% |
1,338,263
-58,533
| -4% | -$734K |
|
2136
iShares MSCI India ETF
INDA
$6.89B
| $15.9M | 0.01% |
473,117
+74,800
| +19% | +$2.47M |
|
2137
Willdan Group
WLDN
$1.04B
| $15.8M | 0.01% |
450,519
-22,014
| -5% | -$785K |
|
|
PFBI
2138
DELISTED
Premier Financial Bancorp
PFBI
| $15.8M | 0.01% |
920,102
+11,360
| +1% | +$180K |
|
|
GPX
2139
DELISTED
GP Strategies Corp.
GPX
| $15.7M | 0.01% |
1,226,357
+15,218
| +1% | +$214K |
|
|
XYZ
2140
Block Inc
XYZ
$48.4B
| $15.7M | 0.01% |
253,941
-9,252
| -4% | -$628K |
|
2141
Rogers Communications
RCI
$18.3B
| $15.7M | 0.01% |
322,205
+18,178
| +6% | +$936K |
|
2142
Tilly's
TLYS
$116M
| $15.7M | 0.01% |
1,657,852
+86,221
| +5% | +$761K |
|
2143
PetMed Express
PETS
$41.7M
| $15.6M | 0.01% |
866,932
-2,044
| -0.2% | -$33.8K |
|
|
UNT
2144
DELISTED
UNIT Corporation
UNT
| $15.6M | 0.01% |
4,614,587
+15,139
| +0.3% | +$74.5K |
|
|
TPIC
2145
DELISTED
TPI Composites
TPIC
| $15.6M | 0.01% |
830,773
+11,705
| +1% | +$250K |
|
2146
EQT Corp
EQT
$33.3B
| $15.6M | 0.01% |
1,462,162
+161,742
| +12% | +$2.08M |
|
|
SJR
2147
DELISTED
Shaw Communications Inc.
SJR
| $15.6M | 0.01% |
791,158
+27,959
| +4% | +$551K |
|
2148
Nathan's Famous
NATH
$402M
| $15.5M | 0.01% |
216,137
-1,121
| -0.5% | -$79.6K |
|
|
JKS
2149
JinkoSolar
JKS
$793M
| $15.5M | 0.01% |
972,819
+111,347
| +13% | +$2.24M |
|
|
EGRX
2150
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $15.5M | 0.01% |
273,210
+25,162
| +10% | +$1.42M |
|
Similar funds
Dimensional Fund Advisors's Q3 2019 Portfolio in Review
As of Q3 2019, Dimensional Fund Advisors held 3,512 positions worth $257B, down 0.08% from $258B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Trading was light in Q3 2019: portfolio turnover was 4.1%. Dimensional Fund Advisors opened 49 new positions and exited 94, leaving the 3,512-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 19% of assets, up from 19% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q3 2019 buy was Valaris plc Class A Ordinary Share: 11,974,457 shares worth $57.6M.
- Dimensional Fund Advisors added most to TCF Financial Corporation Common Stock in Q3 2019, an estimated $182M increase.
- Dimensional Fund Advisors's biggest Q3 2019 reduction was Walmart Inc, cutting an estimated $144M.
- Dimensional Fund Advisors fully exited L3 Technologies, Inc. in Q3 2019, selling an estimated $228M.
- Dimensional Fund Advisors's ten largest holdings make up 10% of its $257B portfolio in Q3 2019.
- Dimensional Fund Advisors opened 49 new positions and closed 94 in Q3 2019.
- Dimensional Fund Advisors's portfolio value fell 0.08% quarter-over-quarter to $257B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2019, filed 12 Nov 2019.